PREVIEW / futures_30min / 2016-06-10

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-10.parquet
  size:    71 KB
  rows:    2,420

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2016-06-10 00:00:00	ES	Futures	2280.52	2281.33	2280.52	2281.33	688.0
2016-06-10 00:30:00	ES	Futures	2281.33	2281.6	2280.79	2280.79	638.0
2016-06-10 01:00:00	ES	Futures	2280.79	2281.33	2280.52	2280.52	971.0
2016-06-10 01:30:00	ES	Futures	2280.52	2281.06	2280.25	2280.52	878.0
2016-06-10 02:00:00	ES	Futures	2280.25	2281.87	2279.17	2279.44	4176.0
2016-06-10 02:30:00	ES	Futures	2279.44	2281.06	2278.63	2278.9	2802.0
2016-06-10 03:00:00	ES	Futures	2278.63	2278.9	2272.69	2274.04	15392.0
2016-06-10 03:30:00	ES	Futures	2274.04	2275.93	2272.42	2272.42	7231.0
2016-06-10 04:00:00	ES	Futures	2272.42	2274.58	2271.07	2273.5	11329.0
2016-06-10 04:30:00	ES	Futures	2273.23	2274.04	2271.61	2272.15	4413.0
2016-06-10 05:00:00	ES	Futures	2272.15	2272.42	2268.1	2270.8	13087.0
2016-06-10 05:30:00	ES	Futures	2270.8	2271.34	2268.91	2268.91	7442.0
2016-06-10 06:00:00	ES	Futures	2268.91	2271.07	2268.1	2270.53	9159.0
2016-06-10 06:30:00	ES	Futures	2270.53	2270.8	2269.45	2270.26	4817.0
2016-06-10 07:00:00	ES	Futures	2270.26	2272.42	2269.72	2270.53	8437.0
2016-06-10 07:30:00	ES	Futures	2270.53	2270.8	2268.91	2269.45	8636.0
2016-06-10 08:00:00	ES	Futures	2269.45	2270.26	2268.1	2269.18	12676.0
2016-06-10 08:30:00	ES	Futures	2269.18	2269.72	2265.94	2266.75	15701.0
2016-06-10 09:00:00	ES	Futures	2266.75	2267.29	2265.67	2266.75	15263.0
2016-06-10 09:30:00	ES	Futures	2266.75	2268.37	2263.24	2265.13	82244.0
2016-06-10 10:00:00	ES	Futures	2265.4	2269.45	2262.7	2268.37	60333.0
2016-06-10 10:30:00	ES	Futures	2268.1	2271.07	2265.94	2267.83	47728.0
2016-06-10 11:00:00	ES	Futures	2267.83	2271.07	2267.02	2268.64	40719.0
2016-06-10 11:30:00	ES	Futures	2268.37	2269.72	2265.67	2267.83	26844.0
2016-06-10 12:00:00	ES	Futures	2268.1	2268.64	2263.24	2264.05	23259.0
2016-06-10 12:30:00	ES	Futures	2264.05	2266.21	2261.89	2265.4	22603.0
2016-06-10 13:00:00	ES	Futures	2265.4	2266.75	2264.05	2265.94	18019.0
2016-06-10 13:30:00	ES	Futures	2265.67	2265.94	2258.38	2259.46	36514.0
2016-06-10 14:00:00	ES	Futures	2259.19	2259.46	2255.95	2257.57	48915.0
2016-06-10 14:30:00	ES	Futures	2257.57	2259.73	2256.49	2258.11	27405.0
2016-06-10 15:00:00	ES	Futures	2258.11	2259.19	2255.41	2258.92	27698.0
2016-06-10 15:30:00	ES	Futures	2258.92	2264.59	2258.92	2262.7	83649.0
2016-06-10 16:00:00	ES	Futures	2262.7	2265.13	2262.16	2263.51	35021.0
2016-06-10 16:30:00	ES	Futures	2263.78	2264.32	2262.97	2263.24	5342.0
2016-06-10 00:00:00	NQ	Futures	5363.87	5366.84	5363.87	5366.84	27.0
2016-06-10 00:30:00	NQ	Futures	5365.95	5366.54	5365.06	5365.06	24.0
2016-06-10 01:00:00	NQ	Futures	5364.16	5365.65	5364.16	5364.46	33.0
2016-06-10 01:30:00	NQ	Futures	5365.35	5366.25	5363.57	5365.06	163.0
2016-06-10 02:00:00	NQ	Futures	5364.76	5367.14	5361.49	5361.49	171.0
2016-06-10 02:30:00	NQ	Futures	5362.68	5366.54	5360.59	5361.78	240.0
2016-06-10 03:00:00	NQ	Futures	5361.78	5361.78	5340.36	5343.63	2014.0
2016-06-10 03:30:00	NQ	Futures	5342.44	5349.88	5338.58	5339.17	918.0
2016-06-10 04:00:00	NQ	Futures	5339.17	5344.23	5334.41	5339.77	957.0
2016-06-10 04:30:00	NQ	Futures	5339.77	5341.55	5335.9	5337.09	479.0
2016-06-10 05:00:00	NQ	Futures	5336.79	5337.98	5327.27	5335.3	1143.0
2016-06-10 05:30:00	NQ	Futures	5335.01	5335.3	5328.46	5329.95	514.0
2016-06-10 06:00:00	NQ	Futures	5329.95	5333.52	5327.57	5332.03	437.0
2016-06-10 06:30:00	NQ	Futures	5332.33	5334.41	5331.14	5333.82	398.0
2016-06-10 07:00:00	NQ	Futures	5333.82	5338.87	5332.33	5334.41	1069.0
2016-06-10 07:30:00	NQ	Futures	5334.41	5334.71	5331.14	5331.73	451.0

> showing 50 of 2,420 rows — these rows as CSV

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